BINOMIAL METHOD FOR PRICING PARISIAN AND PARASIAN OPTIONS
Parisian and ParAsian options are becoming more popular, mainly due to the reduced cost to hold one of these options when compared to holding a standard option. Parisian and ParAsian options are path-dependent options whose payoff depend on time that the underlying asset’s price has spent over a...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/21882 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |